I'm not sure if there are existing rules for grenade like objects in WFRP3, but I sort of gave a couple to my players last session. I was using them (flaming pitch filled ceramic balls) as a threat being fired from a ballista, so I kind of made them up on the spot and used GM caveat for their effects at the time. Afterwards I allowed them to find two that were left over, and now I need stats for them.
The first thing that comes to mind is that these were designed to be fired from a ballista and still be relatively safe to handle on a ship, so they would not be too fragile. As such I think that I will only allow them to be thrown by a PC with a strength of four or greater- other wise the grenade would not shatter on impact. My GM caveat at the time was just to cover all the people in the engagement with flaming pitch which incurred two wounds the first round and one more each additional round unless the players took an action to remove the goo. At the time it was plausible as they were in a boat and I just went with my first idea.
Now I am not sure how to rule them for the PC's use.